Here is a list of all documented class members with links to the class documentation for each member:

- s -

• SafeAsManagedObject() : QuantConnect.Extensions
• SafeDecimalCast() : QuantConnect.Extensions
• SafeDivision() : QuantConnect.Extensions
• SafeEnumeration< TSource, TKey >() : QuantConnect.Extensions
• SafeMultiply100() : QuantConnect.Extensions
• SafeRead() : QuantConnect.Data.Auxiliary.PriceScalingExtensions
• SafeSubstring() : QuantConnect.StringExtensions
• SaintBarthélemy : QuantConnect.Country
• SaintHelena : QuantConnect.Country
• SaintKittsAndNevis : QuantConnect.Country
• SaintLucia : QuantConnect.Country
• SaintMartinFrenchPart : QuantConnect.Country
• SaintPierreAndMiquelon : QuantConnect.Country
• SaintVincentAndTheGrenadines : QuantConnect.Country
• SalariesAndWages : QuantConnect.Data.Fundamental.IncomeStatement
• SalariesAndWagesIncomeStatement() : QuantConnect.Data.Fundamental.SalariesAndWagesIncomeStatement
• SaleCondition : QuantConnect.Data.Market.Tick
• SaleOfBusiness : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfBusinessCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfBusinessCashFlowStatement
• SaleOfIntangibles : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfIntangiblesCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfIntangiblesCashFlowStatement
• SaleOfInvestment : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfInvestmentCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfInvestmentCashFlowStatement
• SaleOfInvestmentProperties : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfInvestmentPropertiesCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfInvestmentPropertiesCashFlowStatement
• SaleOfJointVentureAssociate : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfJointVentureAssociateCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfJointVentureAssociateCashFlowStatement
• SaleOfPPE : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfPPECashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfPPECashFlowStatement
• SaleOfSubsidiaries : QuantConnect.Data.Fundamental.CashFlowStatement
• SaleOfSubsidiariesCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfSubsidiariesCashFlowStatement
• SalesPerEmployee : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.SalesPerEmployee
• SalesPerShare : QuantConnect.Data.Fundamental.ValuationRatios
• SalesYield : QuantConnect.Data.Fundamental.ValuationRatios
• SamcoBrokerageModel() : QuantConnect.Brokerages.SamcoBrokerageModel
• Samoa : QuantConnect.Country
• Sample() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.SeriesSampler
• SampleBenchmark() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleCapacity() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleChart() : QuantConnect.SeriesSampler
• SampleCharts() : QuantConnect.SeriesSampler
• SampleDrawdown() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleEquity() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleExposure() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SamplePerformance() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SamplePortfolioTurnover() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleRange() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• Samples : QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
• SampleSalesVolume() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SanMarino : QuantConnect.Country
• SaoPaulo : QuantConnect.TimeZones
• SaoTomeAndPrincipe : QuantConnect.Country
• Saturday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• SaudiArabia : QuantConnect.Country
• Save() : QuantConnect.Storage.ObjectStore
• SaveBytes() : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Storage.ObjectStore
• SaveJson< T >() : QuantConnect.Storage.ObjectStore
• SaveLogs() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SaveResults() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SaveString() : QuantConnect.Storage.ObjectStore
• SaveXml< T >() : QuantConnect.Storage.ObjectStore
• Scale() : QuantConnect.Extensions
• ScaledStrike : QuantConnect.Data.Market.OptionContract
• ScaledStrikePrice : QuantConnect.Securities.Option.Option
• Scan() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Paper.PaperBrokerage , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.Python.SettlementModelPythonWrapper , QuantConnect.Securities.DelayedSettlementModel , QuantConnect.Securities.Future.FutureSettlementModel , QuantConnect.Securities.ImmediateSettlementModel , QuantConnect.Securities.ISettlementModel
• ScannableEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T >
• Scanner() : QuantConnect.RealTimeSynchronizedTimer
• ScanPastConsolidators() : QuantConnect.Data.SubscriptionManager
• ScanPastEvents() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• ScanSettlementModelParameters() : QuantConnect.Securities.ScanSettlementModelParameters
• ScatterChartPoint() : QuantConnect.ScatterChartPoint
• ScatterMarkerSymbol : QuantConnect.Series
• SchaffTrendCycle() : QuantConnect.Indicators.SchaffTrendCycle
• Schedule : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Interfaces.IAlgorithm
• ScheduledEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator
• ScheduledEvent() : QuantConnect.Scheduling.ScheduledEvent
• ScheduledEventException() : QuantConnect.Scheduling.ScheduledEventException
• ScheduledEventName() : QuantConnect.Messages.ScheduledEventExceptionInterpreter , QuantConnect.Scheduling.ScheduledEventException
• ScheduledEvents : QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler
• ScheduledUniverse() : QuantConnect.Data.UniverseSelection.ScheduledUniverse
• ScheduledUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel
• ScheduleEvent() : QuantConnect.Lean.Engine.DataFeeds.RealTimeScheduleEventService
• ScheduleManager() : QuantConnect.Scheduling.ScheduleManager
• ScientificAndTechnicalInstruments : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Score() : QuantConnect.Algorithm.Framework.Alphas.IInsightScoreFunction , QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.InsightScoreFunctionPythonWrapper
• ScoreDirection : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• ScoreIsFinal : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• ScoreMagnitude : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• SeasonedAaaCorporateBondYield : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys
• SeasonedAaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys
• SeasonedBaaCorporateBondYield : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys
• SeasonedBaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys
• SebiChargesMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• Second : QuantConnect.Data.Consolidators.SequentialConsolidator
• SecondFriday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• SecondLimit : QuantConnect.Packets.Controls
• SecondTimeOut : QuantConnect.Packets.Controls
• SecondYearEstimatedEPSGrowth : QuantConnect.Data.Fundamental.ValuationRatios
• SectorWeightingPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel
• Secure : QuantConnect.Notifications.NotificationFtp
• Securities : QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Scheduling.BaseScheduleRules , QuantConnect.Securities.SecurityPortfolioManager
• SecuritiesActivities : QuantConnect.Data.Fundamental.IncomeStatement
• SecuritiesActivitiesIncomeStatement() : QuantConnect.Data.Fundamental.SecuritiesActivitiesIncomeStatement
• SecuritiesAmortization : QuantConnect.Data.Fundamental.IncomeStatement
• SecuritiesAmortizationIncomeStatement() : QuantConnect.Data.Fundamental.SecuritiesAmortizationIncomeStatement
• SecuritiesAndInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• SecuritiesAndInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.SecuritiesAndInvestmentsBalanceSheet
• SecuritiesForOrders : QuantConnect.Orders.Fills.FillModelParameters
• SecuritiesLendingCollateral : QuantConnect.Data.Fundamental.BalanceSheet
• SecuritiesLendingCollateralBalanceSheet() : QuantConnect.Data.Fundamental.SecuritiesLendingCollateralBalanceSheet
• SecuritiesLoaned : QuantConnect.Data.Fundamental.BalanceSheet
• SecuritiesLoanedBalanceSheet() : QuantConnect.Data.Fundamental.SecuritiesLoanedBalanceSheet
• SecuritiesTransactionTaxTotalMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• SecuritiesUpdateData : QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• Security : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData , QuantConnect.Benchmarks.SecurityBenchmark , QuantConnect.Data.UniverseSelection.SubscriptionRequest , QuantConnect.Data.UniverseSelection.Universe.Member , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.RemovedMember , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Orders.Fees.OrderFeeParameters , QuantConnect.Orders.Fills.FillModelParameters , QuantConnect.Securities.ApplyFundsSettlementModelParameters , QuantConnect.Securities.BuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.GetMinimumPriceVariationParameters , QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.InitialMarginParameters , QuantConnect.Securities.InitialMarginRequiredForOrderParameters , QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.MarginInterestRateParameters , QuantConnect.Securities.ReservedBuyingPowerForPositionParameters , QuantConnect.Securities.ScanSettlementModelParameters , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityEventArgs , QuantConnect.Securities.SecurityHolding
• SecurityAgreeToBeResell : QuantConnect.Data.Fundamental.BalanceSheet
• SecurityAgreeToBeResellBalanceSheet() : QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet
• SecurityAndProtectionServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SecurityBenchmark() : QuantConnect.Benchmarks.SecurityBenchmark
• SecurityBorrowed : QuantConnect.Data.Fundamental.BalanceSheet
• SecurityBorrowedBalanceSheet() : QuantConnect.Data.Fundamental.SecurityBorrowedBalanceSheet
• SecurityCacheDataStoredEventArgs() : QuantConnect.Securities.SecurityCacheDataStoredEventArgs
• SecurityCacheProvider() : QuantConnect.Securities.SecurityCacheProvider
• SecurityChanges() : QuantConnect.Data.UniverseSelection.SecurityChanges , QuantConnect.Lean.Engine.DataFeeds.TimeSlice
• SecurityCount() : QuantConnect.Messages.Time
• SecurityDatabaseKey() : QuantConnect.Securities.SecurityDatabaseKey
• SecurityDataFilter() : QuantConnect.Securities.SecurityDataFilter
• SecurityDataFilterPythonWrapper() : QuantConnect.Securities.SecurityDataFilterPythonWrapper
• SecurityEndOfDayDelta : QuantConnect.Scheduling.ScheduledEvent
• SecurityEventArgs() : QuantConnect.Securities.SecurityEventArgs
• SecurityExchange() : QuantConnect.Securities.SecurityExchange
• SecurityExchangeHours() : QuantConnect.Securities.SecurityExchangeHours
• SecurityHolding() : QuantConnect.Securities.SecurityHolding
• SecurityHoldingQuantityChangedEventArgs() : QuantConnect.Securities.SecurityHoldingQuantityChangedEventArgs
• SecurityIdentifier : QuantConnect.Data.Fundamental.MultiPeriodField< T > , QuantConnect.Securities.SecurityDefinition , QuantConnect.SecurityIdentifier
• SecurityInitializer : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.ISecurityInitializerProvider
• SecurityInitializerPythonWrapper() : QuantConnect.Python.SecurityInitializerPythonWrapper
• SecurityManager() : QuantConnect.Securities.SecurityManager
• SecurityMarginModel() : QuantConnect.Securities.SecurityMarginModel
• SecurityPortfolioManager() : QuantConnect.Securities.SecurityPortfolioManager
• SecurityPositionGroupResolver() : QuantConnect.Securities.Positions.SecurityPositionGroupResolver
• SecurityReference : QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.Fundamental.SecurityReference
• SecurityService() : QuantConnect.Securities.SecurityService
• SecuritySoldNotYetRepurchased : QuantConnect.Data.Fundamental.BalanceSheet
• SecuritySoldNotYetRepurchasedBalanceSheet() : QuantConnect.Data.Fundamental.SecuritySoldNotYetRepurchasedBalanceSheet
• SecuritySymbol : QuantConnect.Data.Fundamental.SecurityReference
• SecuritySymbols : QuantConnect.Securities.Cash
• SecurityTransactionManager() : QuantConnect.Securities.SecurityTransactionManager
• SecurityType : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.LiquidateCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Data.Fundamental.SecurityReference , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Orders.Order , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.Symbol , QuantConnect.Util.LeanDataPathComponents
• SecurityTypeAsDataPath : QuantConnect.Util.LeanData
• SecurityTypeCannotBeMapped() : QuantConnect.Messages.Symbol
• SecurityTypeNotImplemented() : QuantConnect.Messages.SymbolRepresentation
• SecurityTypeNotImplementedYet() : QuantConnect.Messages.Symbol
• SecurityTypes : QuantConnect.Api.BacktestSummary , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Exchange
• SecurityTypesPacket() : QuantConnect.Packets.SecurityTypesPacket
• SecurityTypeToLower() : QuantConnect.Extensions
• SecurityValuesForSymbolNotFound() : QuantConnect.Messages.ReadOnlySecurityValuesCollection
• SEDOL() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinition , QuantConnect.Securities.SecurityDefinitionSymbolResolver , QuantConnect.Symbol
• SeededSecurityInfo() : QuantConnect.Messages.FuncSecuritySeeder
• SeedSecurity() : QuantConnect.Securities.FuncSecuritySeeder , QuantConnect.Securities.ISecuritySeeder
• Segments : QuantConnect.Securities.LocalMarketHours
• Select() : QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel , QuantConnect.Securities.FutureFilterUniverseEx , QuantConnect.Securities.OptionFilterUniverseEx
• Select< T, TResult >() : QuantConnect.Util.EnumeratorExtensions
• SelectCoarse() : QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel
• Selected : QuantConnect.Data.UniverseSelection.Universe
• SelectFine() : QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel
• SelectionChanged : QuantConnect.Data.UniverseSelection.Universe
• SelectionEventArgs() : QuantConnect.Data.UniverseSelection.Universe.SelectionEventArgs
• SelectMany() : QuantConnect.Securities.FutureFilterUniverseEx , QuantConnect.Securities.OptionFilterUniverseEx
• SelectMany< T, TResult >() : QuantConnect.Util.EnumeratorExtensions
• Selector : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >
• SelectSymbols() : QuantConnect.Algorithm.Selection.OptionContractUniverse , QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse , QuantConnect.Data.UniverseSelection.ContinuousContractUniverse , QuantConnect.Data.UniverseSelection.FineFundamentalUniverse , QuantConnect.Data.UniverseSelection.FuncUniverse< T > , QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory , QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Data.UniverseSelection.ScheduledUniverse , QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• SelectSymbolsDelegate() : QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator
• SelectSymbolsUniverseDecorator() : QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator
• SelfTradePreventionId : QuantConnect.Orders.CoinbaseOrderProperties
• Sell() : QuantConnect.Algorithm.QCAlgorithm
• SellingAndMarketingExpense : QuantConnect.Data.Fundamental.IncomeStatement
• SellingAndMarketingExpenseIncomeStatement() : QuantConnect.Data.Fundamental.SellingAndMarketingExpenseIncomeStatement
• SellingGeneralAndAdministration : QuantConnect.Data.Fundamental.IncomeStatement
• SellingGeneralAndAdministrationIncomeStatement() : QuantConnect.Data.Fundamental.SellingGeneralAndAdministrationIncomeStatement
• SellOrderShortHoldingsNotSupported() : QuantConnect.Messages.CashBuyingPowerModel
• SellShortOrderLastPriceBelow5 : QuantConnect.Messages.TradierBrokerageModel
• SemiconductorEquipmentAndMaterials : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Semiconductors() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Send() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Interfaces.ISignalExportTarget , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler , QuantConnect.Notifications.Notification
• SendEnqueuedPackets() : QuantConnect.Messaging.EventMessagingHandler
• SendFinalResult() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SendNotification() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi , QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler
• SendStatistics() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• SendStatusUpdate() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SendUpdate() : QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer , QuantConnect.Optimizer.LeanOptimizer
• SendUserEmail() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• Senegal : QuantConnect.Country
• SenkouA : QuantConnect.Indicators.IchimokuKinkoHyo
• SenkouB : QuantConnect.Indicators.IchimokuKinkoHyo
• SenkouBMaximum : QuantConnect.Indicators.IchimokuKinkoHyo
• SenkouBMinimum : QuantConnect.Indicators.IchimokuKinkoHyo
• Sensitive : QuantConnect.Data.Fundamental.MorningstarEconomySphereCode
• SeparateAccountAssets : QuantConnect.Data.Fundamental.BalanceSheet
• SeparateAccountAssetsBalanceSheet() : QuantConnect.Data.Fundamental.SeparateAccountAssetsBalanceSheet
• SeparateAccountBusiness : QuantConnect.Data.Fundamental.BalanceSheet
• SeparateAccountBusinessBalanceSheet() : QuantConnect.Data.Fundamental.SeparateAccountBusinessBalanceSheet
• SeparatingLines() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.SeparatingLines
• SequentialConsolidator() : QuantConnect.Data.Consolidators.SequentialConsolidator
• Serbia : QuantConnect.Country
• Serialize() : QuantConnect.Python.CommandPythonWrapper
• SerializedInsight() : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• SerializedOrderEvent() : QuantConnect.Orders.Serialization.SerializedOrderEvent
• SerializerSettings : QuantConnect.Api.Api , QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Series : QuantConnect.Chart , QuantConnect.Series
• SeriesSampler() : QuantConnect.SeriesSampler
• SeriesType : QuantConnect.BaseSeries
• ServerStatistics : QuantConnect.Packets.LiveResultParameters , QuantConnect.Result
• ServerType : QuantConnect.Packets.AlgorithmNodePacket
• ServiceChargeOnDepositorAccounts : QuantConnect.Data.Fundamental.IncomeStatement
• ServiceChargeOnDepositorAccountsIncomeStatement() : QuantConnect.Data.Fundamental.ServiceChargeOnDepositorAccountsIncomeStatement
• SessionId : QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• Set() : QuantConnect.Configuration.Config , QuantConnect.Indicators.CandlestickPatterns.CandleSettings , QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders , QuantConnect.Securities.Security , QuantConnect.SymbolCache
• SetAccountCurrency() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Securities.SecurityPortfolioManager
• SetAlgorithm() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager
• SetAlgorithmId() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetAlgorithmMode() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetAlgorithmState() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SetAlgorithmStatus() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• SetAlpha() : QuantConnect.Algorithm.QCAlgorithm
• SetAmount() : QuantConnect.Securities.Cash
• SetApi() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetAuthCode() : QuantConnect.Data.Custom.Tiingo.Tiingo
• SetAuthentication() : QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler
• SetAvailableDataTypes() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetBenchmark() : QuantConnect.Algorithm.QCAlgorithm
• SetBrokerage() : QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider , QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager
• SetBrokerageMessageHandler() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetBrokerageModel() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetBrokerageTradingDayPerYear() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• SetBuyingPowerModel() : QuantConnect.Securities.Security
• SetCacheSize() : QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• SetCash() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Securities.SecurityPortfolioManager
• SetCommandHandler() : QuantConnect.Lean.Engine.Server.LocalLeanManager
• SetConfigurationFile() : QuantConnect.Configuration.Config
• SetCurrentSlice() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetCurrentTime() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• SetCurrentTimeUtc() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• SetDataFilter() : QuantConnect.Securities.Security
• SetDataManager() : QuantConnect.Data.SubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.UniverseSelection
• SetDataNormalizationMode() : QuantConnect.Data.SubscriptionDataConfigExtensions , QuantConnect.Data.SubscriptionDataConfigList , QuantConnect.Securities.Equity.Equity , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Security
• SetDateTime() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• setdefault() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• SetDefaultTimeZone() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.TimeRules
• SetDeploymentTarget() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetDownloadProvider() : QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader
• SetEndDate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetEntry() : QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SymbolPropertiesDatabase
• SetEntryAlwaysOpen() : QuantConnect.Securities.MarketHoursDatabase
• SetEquals() : QuantConnect.Util.ConcurrentSet< T >
• SetErrorHandler() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• SetExecution() : QuantConnect.Algorithm.QCAlgorithm
• SetFeeModel() : QuantConnect.Securities.Security
• SetFillModel() : QuantConnect.Securities.Security
• SetFilter() : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Option.Option
• SetFinishedWarmingUp() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetFutureChainProvider() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetHistoryProvider() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetHoldings() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityHolding
• SetIndicator() : QuantConnect.Indicators.PythonIndicator
• SetInsightScoreFunction() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager
• SetJob() : QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• SetLastTradeProfit() : QuantConnect.Securities.SecurityHolding
• SetLeverage() : QuantConnect.Python.BuyingPowerModelPythonWrapper , QuantConnect.Securities.BuyingPowerModel , QuantConnect.Securities.CashBuyingPowerModel , QuantConnect.Securities.ConstantBuyingPowerModel , QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.IBuyingPowerModel , QuantConnect.Securities.Option.OptionMarginModel , QuantConnect.Securities.PatternDayTradingMarginModel , QuantConnect.Securities.Security
• SetLiveMode() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityService , QuantConnect.Securities.SecurityTransactionManager , QuantConnect.Statistics.TradeBuilder
• SetLocalDateTimeFrontier() : QuantConnect.Securities.Future.FutureSettlementModel
• SetLocalDateTimeFrontierProvider() : QuantConnect.Securities.SecurityExchange
• SetLocalTimeKeeper() : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Security
• SetLocalTimeKeeperMustBeCalledBeforeUsingLocalTime : QuantConnect.Messages.Security
• SetLocked() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetMarginCallModel() : QuantConnect.Securities.SecurityPortfolioManager
• SetMarginInterestRateModel() : QuantConnect.Securities.Security
• SetMarginModel() : QuantConnect.Securities.Security
• SetMarketHours() : QuantConnect.Securities.SecurityExchange
• SetMarketPrice() : QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Securities.Security , QuantConnect.Statistics.TradeBuilder
• SetMaximumOrders() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetName() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetNextStatusUpdate() : QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SetObjectStore() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.Api , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.IApi
• SetOptimizationStatus() : QuantConnect.Optimizer.LeanOptimizer
• SetOptionAssignmentModel() : QuantConnect.Securities.Option.Option
• SetOptionChainProvider() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetOptionExerciseModel() : QuantConnect.Securities.Option.Option
• SetOrderId() : QuantConnect.Securities.SecurityTransactionManager
• SetOrderProcessor() : QuantConnect.Securities.SecurityTransactionManager
• SetOrderTicket() : QuantConnect.Data.Market.Delisting
• SetPandasConverter() : QuantConnect.Algorithm.QCAlgorithm
• SetParameters() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetPeriodAndCloseTime() : QuantConnect.Algorithm.Framework.Alphas.Insight
• SetPortfolioConstruction() : QuantConnect.Algorithm.QCAlgorithm
• SetPositions() : QuantConnect.Securities.SecurityPortfolioManager
• SetProperty() : QuantConnect.Commands.Command , QuantConnect.Data.DynamicData , QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Securities.DynamicSecurityData
• SetPythonInstance() : QuantConnect.Python.BasePythonWrapper< TInterface >
• SetPythonWrapper() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Orders.Fills.FillModel
• SetQuit() : QuantConnect.Algorithm.QCAlgorithm
• SetRebalancingFunc() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
• SetResponse() : QuantConnect.Orders.OrderRequest
• SetRiskFreeInterestRateModel() : QuantConnect.Algorithm.QCAlgorithm
• SetRiskManagement() : QuantConnect.Algorithm.QCAlgorithm
• SetRunTimeError() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• SetRuntimeError() : QuantConnect.Extensions
• SetRunTimeError() : QuantConnect.Interfaces.IAlgorithm
• SetRuntimeStatistic() : QuantConnect.Algorithm.QCAlgorithm
• SetScore() : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• SetSecurityInitializer() : QuantConnect.Algorithm.QCAlgorithm
• SetSecurityManager() : QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Statistics.TradeBuilder
• SetSecurityService() : QuantConnect.Securities.SecurityManager
• SetSettlementModel() : QuantConnect.Securities.Security
• SetShortableProvider() : QuantConnect.Securities.Security
• SetSlippageModel() : QuantConnect.Securities.Security
• SetSmoothingFunction() : QuantConnect.Indicators.ImpliedVolatility
• SetStartDate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetStatisticsService() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetStatus() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.AlgorithmManager
• SetStrictEndTimes() : QuantConnect.Util.LeanData
• SetSubscriptionDataConfigProvider() : QuantConnect.Python.VolatilityModelPythonWrapper , QuantConnect.Securities.Volatility.BaseVolatilityModel
• SetSummaryStatistic() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Statistics.IStatisticsService
• SetTags() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetTargetPortfolio() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• SetTargetPortfolioFromPortfolio() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• SetTime() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• SetTimeIntervalBetweenCalls() : QuantConnect.Data.Custom.Intrinio.IntrinioConfig
• SetTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SetTimeSliceFactory() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SetTimeZone() : QuantConnect.Algorithm.QCAlgorithm
• SettingAccountCurrency() : QuantConnect.Messages.SecurityPortfolioManager
• Settings : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Commands.BaseCommandHandler , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• SettledProfit : QuantConnect.Securities.Future.FutureHolding
• SettlementModel : QuantConnect.Securities.Security
• SettlementModelPythonWrapper() : QuantConnect.Python.SettlementModelPythonWrapper
• SettlementPrice : QuantConnect.Securities.Future.FutureCache
• SettlementTimeUtc : QuantConnect.Securities.UnsettledCashAmount
• SettlementType : QuantConnect.Securities.Future.Future
• SetTradeBuilder() : QuantConnect.Algorithm.QCAlgorithm
• SetUniverseSelection() : QuantConnect.Algorithm.QCAlgorithm
• Setup : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BaseSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• SetupCurrencyConversions() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• SetupHandlerParameters() : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• SetUserAndPassword() : QuantConnect.Data.Custom.Intrinio.IntrinioConfig
• SetUtcDateTime() : QuantConnect.TimeKeeper
• SetValue() : QuantConnect.Data.Market.Tick
• SetVolatilityModel() : QuantConnect.Securities.Security
• SetWarmUp() : QuantConnect.Algorithm.QCAlgorithm
• SetWarmup() : QuantConnect.Algorithm.QCAlgorithm
• SevenBar : QuantConnect.Field
• Seychelles : QuantConnect.Country
• Sftp() : QuantConnect.Notifications.NotificationManager
• SGX : QuantConnect.Market
• Shanghai : QuantConnect.TimeZones
• ShareClassDescription : QuantConnect.Data.Fundamental.SecurityReference
• ShareClassLevelSharesOutstanding : QuantConnect.Data.Fundamental.CompanyProfile
• ShareClassStatus : QuantConnect.Data.Fundamental.SecurityReference
• ShareIssued : QuantConnect.Data.Fundamental.BalanceSheet
• ShareIssuedBalanceSheet() : QuantConnect.Data.Fundamental.ShareIssuedBalanceSheet
• ShareOfAssociates : QuantConnect.Data.Fundamental.CashFlowStatement
• ShareOfAssociatesCashFlowStatement() : QuantConnect.Data.Fundamental.ShareOfAssociatesCashFlowStatement
• SharesHeld : QuantConnect.Data.UniverseSelection.ETFConstituentUniverse
• SharesOutstanding : QuantConnect.Data.Fundamental.CompanyProfile
• SharesOutstandingWithBalanceSheetEndingDate : QuantConnect.Data.Fundamental.CompanyProfile
• ShareTypeCacheInstance() : QuantConnect.Securities.SecurityCache
• Sharpe() : QuantConnect.Report.Rolling
• SharpeRatio : QuantConnect.Api.BacktestSummary , QuantConnect.Api.OptimizationSummary , QuantConnect.Indicators.SharpeRatio , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.Statistics , QuantConnect.Statistics.TradeStatistics
• SharpeRatioReportElement() : QuantConnect.Report.ReportElements.SharpeRatioReportElement
• ShellCompanies : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ShootingStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ShootingStar
• Shortable() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Python.BrokerageModelPythonWrapper , QuantConnect.Securities.Equity.Equity
• ShortableData() : QuantConnect.Data.Shortable.LocalDiskShortableProvider
• ShortableProvider : QuantConnect.Securities.Security
• ShortableProviderPythonWrapper() : QuantConnect.Data.Shortable.ShortableProviderPythonWrapper
• ShortableQuantity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Data.Shortable.ShortableProviderPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.IShortableProvider
• ShortAverage : QuantConnect.Indicators.RelativeMovingAverage
• ShortBoxSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortButterflyCall() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortButterflyPut() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortCallBackspread() : QuantConnect.Securities.Option.OptionStrategies
• ShortCallCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortingNotSupported : QuantConnect.Messages.CashBuyingPowerModel
• ShortInsightCountKey : QuantConnect.Messages.AlphaRuntimeStatistics
• ShortIronButterfly() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortIronCondor() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortJellyRoll() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortLineCandle() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle
• ShortName : QuantConnect.Data.Fundamental.CompanyReference
• ShortOrderIsGtc : QuantConnect.Messages.TradierBrokerageModel
• ShortPutBackspread() : QuantConnect.Securities.Option.OptionStrategies
• ShortPutCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortStop : QuantConnect.Indicators.ChandeKrollStop
• ShortStraddle() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortStrangle() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ShortTermDebtIssuance : QuantConnect.Data.Fundamental.CashFlowStatement
• ShortTermDebtIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.ShortTermDebtIssuanceCashFlowStatement
• ShortTermDebtPayments : QuantConnect.Data.Fundamental.CashFlowStatement
• ShortTermDebtPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.ShortTermDebtPaymentsCashFlowStatement
• ShortTermInvestmentsAvailableForSale : QuantConnect.Data.Fundamental.BalanceSheet
• ShortTermInvestmentsAvailableForSaleBalanceSheet() : QuantConnect.Data.Fundamental.ShortTermInvestmentsAvailableForSaleBalanceSheet
• ShortTermInvestmentsHeldToMaturity : QuantConnect.Data.Fundamental.BalanceSheet
• ShortTermInvestmentsHeldToMaturityBalanceSheet() : QuantConnect.Data.Fundamental.ShortTermInvestmentsHeldToMaturityBalanceSheet
• ShortTermInvestmentsTrading : QuantConnect.Data.Fundamental.BalanceSheet
• ShortTermInvestmentsTradingBalanceSheet() : QuantConnect.Data.Fundamental.ShortTermInvestmentsTradingBalanceSheet
• ShortToString() : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Messages.Insight , QuantConnect.Messages.OrderEvent , QuantConnect.Orders.OrderEvent
• ShouldBeRateLimited : QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
• ShouldCacheToSecurity() : QuantConnect.Data.Auxiliary.ZipEntryName , QuantConnect.Data.BaseData , QuantConnect.Data.UniverseSelection.BaseDataCollection
• ShouldCreateTargetForInsight() : QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.ConfidenceWeightedPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.InsightWeightingPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper , QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel
• ShouldEmitData() : QuantConnect.Extensions
• ShouldEmitInsight() : QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel
• ShouldMoveNext() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• ShouldPerformCashSync() : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerageCashSynchronizer
• ShouldProcess() : QuantConnect.Data.Consolidators.OpenInterestConsolidator , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.TickConsolidator , QuantConnect.Data.Consolidators.TickQuoteBarConsolidator
• ShouldStreamSubscription() : QuantConnect.Interfaces.IDataChannelProvider , QuantConnect.Lean.Engine.DataFeeds.DataChannelProvider
• ShouldThrow : QuantConnect.Lean.Engine.DataFeeds.NullDataFeed
• ShouldWriteToDisk() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor
• Shutdown() : QuantConnect.Python.PythonInitializer
• SI() : QuantConnect.Algorithm.QCAlgorithm
• SIAC : QuantConnect.Exchange
• SIC : QuantConnect.Data.Fundamental.AssetClassification
• Side : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• SierraLeone : QuantConnect.Country
• Signal : QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.TrueStrengthIndex
• SignalExport : QuantConnect.Algorithm.QCAlgorithm
• SignalExportManager() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• Signature : QuantConnect.Api.Compile , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• SignatureOrder : QuantConnect.Api.Compile
• Signed : QuantConnect.Api.DataAgreement
• SignedTime : QuantConnect.Api.DataAgreement
• SilenceNonErrorReasons : QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters
• Silver : QuantConnect.Data.Fundamental.MorningstarIndustryCode , QuantConnect.Securities.Futures.Metals
• Silver5000Oz : QuantConnect.Securities.Futures.Metals
• SimpleMovingAverage() : QuantConnect.Indicators.SimpleMovingAverage
• SimplexProjection() : QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel
• SineHistoryProvider() : QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider
• Singapore : QuantConnect.Country
• Singapore_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• SingaporeFuelOil180cstPlattsBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• SingaporeFuelOil380cstPlattsBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• SingaporeFuelOil380cstPlattsVsEuropeanThreePointFivePercentFuelOilBargesFOBRdamPlatts : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• SingaporeGasoilPlattsVsLowSulphurGasoilFutures : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• SingaporeMogas92UnleadedPlattsBrentCrackSpread : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• Single : QuantConnect.Data.Channel
• Single< T >() : QuantConnect.Util.Composer , QuantConnect.Util.ExpressionBuilder
• SingleEntryDataCacheProvider() : QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider
• SingleOrAlgorithmTypeName() : QuantConnect.Extensions
• SintMaartenDutchPart : QuantConnect.Country
• SixCharacter : QuantConnect.DateFormat
• SixMonths : QuantConnect.Data.Fundamental.AccountsPayableBalanceSheet , QuantConnect.Data.Fundamental.AccountsReceivableBalanceSheet , QuantConnect.Data.Fundamental.AccruedInterestReceivableBalanceSheet , QuantConnect.Data.Fundamental.AccruedInvestmentIncomeBalanceSheet , QuantConnect.Data.Fundamental.AccumulatedDepreciationBalanceSheet , QuantConnect.Data.Fundamental.AdditionalPaidInCapitalBalanceSheet , QuantConnect.Data.Fundamental.AdvanceFromFederalHomeLoanBanksBalanceSheet , QuantConnect.Data.Fundamental.AllowanceForLoansAndLeaseLossesBalanceSheet , QuantConnect.Data.Fundamental.AllTaxesPaidCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationIncomeStatement , QuantConnect.Data.Fundamental.AmortizationOfFinancingCostsAndDiscountsCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationOfIntangiblesCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationOfIntangiblesIncomeStatement , QuantConnect.Data.Fundamental.AmortizationOfSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.AmortizationSupplementalIncomeStatement , QuantConnect.Data.Fundamental.AssetImpairmentChargeCashFlowStatement , QuantConnect.Data.Fundamental.AssetsTurnover , QuantConnect.Data.Fundamental.AuditorReportStatus , QuantConnect.Data.Fundamental.AvailableForSaleSecuritiesBalanceSheet , QuantConnect.Data.Fundamental.AverageDilutionEarningsIncomeStatement , QuantConnect.Data.Fundamental.BankOwnedLifeInsuranceBalanceSheet , QuantConnect.Data.Fundamental.BasicAccountingChange , QuantConnect.Data.Fundamental.BasicAverageShares , QuantConnect.Data.Fundamental.BasicContinuousOperations , QuantConnect.Data.Fundamental.BasicDiscontinuousOperations , QuantConnect.Data.Fundamental.BasicEPS , QuantConnect.Data.Fundamental.BasicEPSOtherGainsLosses , QuantConnect.Data.Fundamental.BasicExtraordinary , QuantConnect.Data.Fundamental.BeginningCashPositionCashFlowStatement , QuantConnect.Data.Fundamental.BuildingsAndImprovementsBalanceSheet , QuantConnect.Data.Fundamental.CapExReportedCashFlowStatement , QuantConnect.Data.Fundamental.CapitalExpenditureCashFlowStatement , QuantConnect.Data.Fundamental.CapitalLeaseObligationsBalanceSheet , QuantConnect.Data.Fundamental.CapitalStockBalanceSheet , QuantConnect.Data.Fundamental.CashAndCashEquivalentsBalanceSheet , QuantConnect.Data.Fundamental.CashAndDueFromBanksBalanceSheet , QuantConnect.Data.Fundamental.CashBalanceSheet , QuantConnect.Data.Fundamental.CashCashEquivalentsAndFederalFundsSoldBalanceSheet , QuantConnect.Data.Fundamental.CashCashEquivalentsAndMarketableSecuritiesBalanceSheet , QuantConnect.Data.Fundamental.CashConversionCycle , QuantConnect.Data.Fundamental.CashDividendsForMinoritiesCashFlowStatement , QuantConnect.Data.Fundamental.CashDividendsPaidCashFlowStatement , QuantConnect.Data.Fundamental.CashEquivalentsBalanceSheet , QuantConnect.Data.Fundamental.CashFlowFileDate , QuantConnect.Data.Fundamental.CashFlowFromContinuingFinancingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashFlowFromContinuingInvestingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashFlowFromContinuingOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashFlowFromDiscontinuedOperationCashFlowStatement , QuantConnect.Data.Fundamental.CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement , QuantConnect.Data.Fundamental.CashFromDiscontinuedFinancingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashFromDiscontinuedInvestingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashFromDiscontinuedOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashGeneratedfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashPaidforInsuranceActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashPaidtoReinsurersCashFlowStatement , QuantConnect.Data.Fundamental.CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement , QuantConnect.Data.Fundamental.CashPaymentsforLoansCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromFeesandCommissionsCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromLoansCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CashReceiptsfromTaxRefundsCashFlowStatement , QuantConnect.Data.Fundamental.CashReceivedfromInsuranceActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CededPremiumsIncomeStatement , QuantConnect.Data.Fundamental.ChangeInAccountPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInAccruedExpenseCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinAccruedIncomeCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInAccruedInvestmentIncomeCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinAdvancesfromCentralBanksCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinCashSupplementalAsReportedCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInDeferredAcquisitionCostsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinDeferredAcquisitionCostsNetCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInDeferredChargesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInDividendPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinFinancialLiabilitiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInFundsWithheldCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInIncomeTaxPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinInsuranceContractAssetsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinInsuranceContractLiabilitiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinInsuranceFundsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement , QuantConnect.Data.Fundamental.ChangeInInterestPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInInventoryCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinInvestmentContractIncomeStatement , QuantConnect.Data.Fundamental.ChangeinInvestmentContractLiabilitiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInLoansCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInOtherCurrentAssetsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInOtherCurrentLiabilitiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInOtherWorkingCapitalCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInPayablesAndAccruedExpenseCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInPrepaidAssetsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInReceivablesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinReinsuranceReceivablesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInRestrictedCashCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInTaxPayableCashFlowStatement , QuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement , QuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement , QuantConnect.Data.Fundamental.ChangeInTradingAccountSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInUnearnedPremiumsCashFlowStatement , QuantConnect.Data.Fundamental.ChangeInWorkingCapitalCashFlowStatement , QuantConnect.Data.Fundamental.ChangesInAccountReceivablesCashFlowStatement , QuantConnect.Data.Fundamental.ChangesInCashCashFlowStatement , QuantConnect.Data.Fundamental.ClaimsandChangeinInsuranceLiabilitiesIncomeStatement , QuantConnect.Data.Fundamental.ClaimsandPaidIncurredIncomeStatement , QuantConnect.Data.Fundamental.ClaimsPaidCashFlowStatement , QuantConnect.Data.Fundamental.ClassesofCashPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.CommercialLoanBalanceSheet , QuantConnect.Data.Fundamental.CommissionExpensesIncomeStatement , QuantConnect.Data.Fundamental.CommissionPaidCashFlowStatement , QuantConnect.Data.Fundamental.CommonEquityToAssets , QuantConnect.Data.Fundamental.CommonStockBalanceSheet , QuantConnect.Data.Fundamental.CommonStockDividendPaidCashFlowStatement , QuantConnect.Data.Fundamental.CommonStockEquityBalanceSheet , QuantConnect.Data.Fundamental.CommonStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.CommonStockPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.ConstructionInProgressBalanceSheet , QuantConnect.Data.Fundamental.ConsumerLoanBalanceSheet , QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedBasicEPS , QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedDilutedEPS , QuantConnect.Data.Fundamental.CostOfRevenueIncomeStatement , QuantConnect.Data.Fundamental.CreditCardIncomeStatement , QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement , QuantConnect.Data.Fundamental.CreditRiskProvisionsIncomeStatement , QuantConnect.Data.Fundamental.CurrentAccruedExpensesBalanceSheet , QuantConnect.Data.Fundamental.CurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.CurrentCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.CurrentDebtAndCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.CurrentDebtBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredAssetsBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredRevenueBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredTaxesAssetsBalanceSheet , QuantConnect.Data.Fundamental.CurrentDeferredTaxesLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.CurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.CurrentNotesPayableBalanceSheet , QuantConnect.Data.Fundamental.CurrentProvisionsBalanceSheet , QuantConnect.Data.Fundamental.CurrentRatio , QuantConnect.Data.Fundamental.DaysInInventory , QuantConnect.Data.Fundamental.DaysInPayment , QuantConnect.Data.Fundamental.DaysInSales , QuantConnect.Data.Fundamental.DDACostofRevenueIncomeStatement , QuantConnect.Data.Fundamental.DebtToAssets , QuantConnect.Data.Fundamental.DecreaseInInterestBearingDepositsInBankCashFlowStatement , QuantConnect.Data.Fundamental.DeferredAssetsBalanceSheet , QuantConnect.Data.Fundamental.DeferredCostsBalanceSheet , QuantConnect.Data.Fundamental.DeferredIncomeTaxCashFlowStatement , QuantConnect.Data.Fundamental.DeferredPolicyAcquisitionCostsBalanceSheet , QuantConnect.Data.Fundamental.DeferredTaxAssetsBalanceSheet , QuantConnect.Data.Fundamental.DeferredTaxCashFlowStatement , QuantConnect.Data.Fundamental.DefinedPensionBenefitBalanceSheet , QuantConnect.Data.Fundamental.DepletionCashFlowStatement , QuantConnect.Data.Fundamental.DepletionIncomeStatement , QuantConnect.Data.Fundamental.DepreciationAmortizationDepletionCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationAmortizationDepletionIncomeStatement , QuantConnect.Data.Fundamental.DepreciationAndAmortizationCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationAndAmortizationIncomeStatement , QuantConnect.Data.Fundamental.DepreciationCashFlowStatement , QuantConnect.Data.Fundamental.DepreciationIncomeStatement , QuantConnect.Data.Fundamental.DepreciationSupplementalIncomeStatement , QuantConnect.Data.Fundamental.DerivativeAssetsBalanceSheet , QuantConnect.Data.Fundamental.DerivativeProductLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.DilutedAccountingChange , QuantConnect.Data.Fundamental.DilutedAverageShares , QuantConnect.Data.Fundamental.DilutedContinuousOperations , QuantConnect.Data.Fundamental.DilutedDiscontinuousOperations , QuantConnect.Data.Fundamental.DilutedEPS , QuantConnect.Data.Fundamental.DilutedEPSOtherGainsLosses , QuantConnect.Data.Fundamental.DilutedExtraordinary , QuantConnect.Data.Fundamental.DilutedNIAvailtoComStockholdersIncomeStatement , QuantConnect.Data.Fundamental.DividendCoverageRatio , QuantConnect.Data.Fundamental.DividendIncomeIncomeStatement , QuantConnect.Data.Fundamental.DividendPerShare , QuantConnect.Data.Fundamental.DividendReceivedCFOCashFlowStatement , QuantConnect.Data.Fundamental.DividendsReceivedCFICashFlowStatement , QuantConnect.Data.Fundamental.DividendsReceivedDirectCashFlowStatement , QuantConnect.Data.Fundamental.EarningReportsAccessionNumber , QuantConnect.Data.Fundamental.EarningReportsFileDate , QuantConnect.Data.Fundamental.EarningReportsFormType , QuantConnect.Data.Fundamental.EarningReportsPeriodEndingDate , QuantConnect.Data.Fundamental.EarningReportsPeriodType , QuantConnect.Data.Fundamental.EarningsFromEquityInterestIncomeStatement , QuantConnect.Data.Fundamental.EarningsfromEquityInterestNetOfTaxIncomeStatement , QuantConnect.Data.Fundamental.EarningsLossesFromEquityInvestmentsCashFlowStatement , QuantConnect.Data.Fundamental.EBITDAIncomeStatement , QuantConnect.Data.Fundamental.EBITDAMargin , QuantConnect.Data.Fundamental.EBITIncomeStatement , QuantConnect.Data.Fundamental.EBITMargin , QuantConnect.Data.Fundamental.EffectiveTaxRateAsReportedIncomeStatement , QuantConnect.Data.Fundamental.EffectOfExchangeRateChangesCashFlowStatement , QuantConnect.Data.Fundamental.EmployeeBenefitsBalanceSheet , QuantConnect.Data.Fundamental.EndCashPositionCashFlowStatement , QuantConnect.Data.Fundamental.EquipmentIncomeStatement , QuantConnect.Data.Fundamental.ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement , QuantConnect.Data.Fundamental.ExciseTaxesIncomeStatement , QuantConnect.Data.Fundamental.ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement , QuantConnect.Data.Fundamental.FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet , QuantConnect.Data.Fundamental.FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet , QuantConnect.Data.Fundamental.FederalFundsSoldBalanceSheet , QuantConnect.Data.Fundamental.FederalHomeLoanBankStockBalanceSheet , QuantConnect.Data.Fundamental.FeeRevenueAndOtherIncomeIncomeStatement , QuantConnect.Data.Fundamental.FeesandCommissionExpenseIncomeStatement , QuantConnect.Data.Fundamental.FeesandCommissionIncomeIncomeStatement , QuantConnect.Data.Fundamental.FeesAndCommissionsIncomeStatement , QuantConnect.Data.Fundamental.FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet , QuantConnect.Data.Fundamental.FinancialLeverage , QuantConnect.Data.Fundamental.FinancialStatementsAccessionNumber , QuantConnect.Data.Fundamental.FinancialStatementsFileDate , QuantConnect.Data.Fundamental.FinancialStatementsFormType , QuantConnect.Data.Fundamental.FinancialStatementsPeriodEndingDate , QuantConnect.Data.Fundamental.FinancialStatementsPeriodType , QuantConnect.Data.Fundamental.FinancingCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.FinishedGoodsBalanceSheet , QuantConnect.Data.Fundamental.FixAssetsTuronver , QuantConnect.Data.Fundamental.FixedMaturityInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.FlightFleetVehicleAndRelatedEquipmentsBalanceSheet , QuantConnect.Data.Fundamental.ForeignCurrencyTranslationAdjustmentsBalanceSheet , QuantConnect.Data.Fundamental.ForeignExchangeTradingGainsIncomeStatement , QuantConnect.Data.Fundamental.FreeCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.FuelAndPurchasePowerIncomeStatement , QuantConnect.Data.Fundamental.FuelIncomeStatement , QuantConnect.Data.Fundamental.FundFromOperationCashFlowStatement , QuantConnect.Data.Fundamental.GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement , QuantConnect.Data.Fundamental.GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement , QuantConnect.Data.Fundamental.GainLossOnInvestmentSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.GainLossonSaleofAssetsIncomeStatement , QuantConnect.Data.Fundamental.GainLossOnSaleOfBusinessCashFlowStatement , QuantConnect.Data.Fundamental.GainLossOnSaleOfPPECashFlowStatement , QuantConnect.Data.Fundamental.GainonInvestmentPropertiesIncomeStatement , QuantConnect.Data.Fundamental.GainOnSaleOfBusinessIncomeStatement , QuantConnect.Data.Fundamental.GainonSaleofInvestmentPropertyIncomeStatement , QuantConnect.Data.Fundamental.GainonSaleofLoansIncomeStatement , QuantConnect.Data.Fundamental.GainOnSaleOfPPEIncomeStatement , QuantConnect.Data.Fundamental.GainOnSaleOfSecurityIncomeStatement , QuantConnect.Data.Fundamental.GainsLossesNotAffectingRetainedEarningsBalanceSheet , QuantConnect.Data.Fundamental.GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement , QuantConnect.Data.Fundamental.GeneralAndAdministrativeExpenseIncomeStatement , QuantConnect.Data.Fundamental.GeneralPartnershipCapitalBalanceSheet , QuantConnect.Data.Fundamental.GoodwillAndOtherIntangibleAssetsBalanceSheet , QuantConnect.Data.Fundamental.GoodwillBalanceSheet , QuantConnect.Data.Fundamental.GrossLoanBalanceSheet , QuantConnect.Data.Fundamental.GrossMargin , QuantConnect.Data.Fundamental.GrossPPEBalanceSheet , QuantConnect.Data.Fundamental.GrossPremiumsWrittenIncomeStatement , QuantConnect.Data.Fundamental.GrossProfitIncomeStatement , QuantConnect.Data.Fundamental.HeldToMaturitySecuritiesBalanceSheet , QuantConnect.Data.Fundamental.ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement , QuantConnect.Data.Fundamental.ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement , QuantConnect.Data.Fundamental.ImpairmentOfCapitalAssetsIncomeStatement , QuantConnect.Data.Fundamental.IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement , QuantConnect.Data.Fundamental.IncomeStatementFileDate , QuantConnect.Data.Fundamental.IncomeTaxPaidSupplementalDataCashFlowStatement , QuantConnect.Data.Fundamental.IncomeTaxPayableBalanceSheet , QuantConnect.Data.Fundamental.IncreaseDecreaseInDepositCashFlowStatement , QuantConnect.Data.Fundamental.IncreaseDecreaseInLeaseFinancingCashFlowStatement , QuantConnect.Data.Fundamental.IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement , QuantConnect.Data.Fundamental.IncreaseInInterestBearingDepositsInBankCashFlowStatement , QuantConnect.Data.Fundamental.IncreaseInLeaseFinancingCashFlowStatement , QuantConnect.Data.Fundamental.InsuranceAndClaimsIncomeStatement , QuantConnect.Data.Fundamental.InterestandCommissionPaidCashFlowStatement , QuantConnect.Data.Fundamental.InterestBearingDepositsAssetsBalanceSheet , QuantConnect.Data.Fundamental.InterestBearingDepositsLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.InterestCoverage , QuantConnect.Data.Fundamental.InterestCreditedOnPolicyholderDepositsCashFlowStatement , QuantConnect.Data.Fundamental.InterestExpenseForDepositIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseForShortTermDebtIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.InterestExpenseNonOperatingIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeAfterProvisionForLoanLossIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromDepositsIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromLeasesIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromLoansAndLeaseIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromLoansIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeFromSecuritiesIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.InterestIncomeNonOperatingIncomeStatement , QuantConnect.Data.Fundamental.InterestPaidCFFCashFlowStatement , QuantConnect.Data.Fundamental.InterestPaidCFOCashFlowStatement , QuantConnect.Data.Fundamental.InterestPaidDirectCashFlowStatement , QuantConnect.Data.Fundamental.InterestPaidSupplementalDataCashFlowStatement , QuantConnect.Data.Fundamental.InterestPayableBalanceSheet , QuantConnect.Data.Fundamental.InterestReceivedCFICashFlowStatement , QuantConnect.Data.Fundamental.InterestReceivedCFOCashFlowStatement , QuantConnect.Data.Fundamental.InterestReceivedDirectCashFlowStatement , QuantConnect.Data.Fundamental.InventoriesAdjustmentsAllowancesBalanceSheet , QuantConnect.Data.Fundamental.InventoryBalanceSheet , QuantConnect.Data.Fundamental.InventoryTurnover , QuantConnect.Data.Fundamental.InventoryValuationMethod , QuantConnect.Data.Fundamental.InvestedCapitalBalanceSheet , QuantConnect.Data.Fundamental.InvestingCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.InvestmentBankingProfitIncomeStatement , QuantConnect.Data.Fundamental.InvestmentContractLiabilitiesIncurredIncomeStatement , QuantConnect.Data.Fundamental.InvestmentsAndAdvancesBalanceSheet , QuantConnect.Data.Fundamental.IssuanceOfCapitalStockCashFlowStatement , QuantConnect.Data.Fundamental.IssuanceOfDebtCashFlowStatement , QuantConnect.Data.Fundamental.IssueExpensesCashFlowStatement , QuantConnect.Data.Fundamental.LandAndImprovementsBalanceSheet , QuantConnect.Data.Fundamental.LeasesBalanceSheet , QuantConnect.Data.Fundamental.LimitedPartnershipCapitalBalanceSheet , QuantConnect.Data.Fundamental.LoansHeldForSaleBalanceSheet , QuantConnect.Data.Fundamental.LoansReceivableBalanceSheet , QuantConnect.Data.Fundamental.LongTermCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.LongTermDebtAndCapitalLeaseObligationBalanceSheet , QuantConnect.Data.Fundamental.LongTermDebtBalanceSheet , QuantConnect.Data.Fundamental.LongTermDebtEquityRatio , QuantConnect.Data.Fundamental.LongTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.LongTermDebtPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.LongTermDebtTotalCapitalRatio , QuantConnect.Data.Fundamental.LongTermInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.LongTermProvisionsBalanceSheet , QuantConnect.Data.Fundamental.LossAdjustmentExpenseIncomeStatement , QuantConnect.Data.Fundamental.LossonExtinguishmentofDebtIncomeStatement , QuantConnect.Data.Fundamental.MachineryFurnitureEquipmentBalanceSheet , QuantConnect.Data.Fundamental.MaintenanceAndRepairsIncomeStatement , QuantConnect.Data.Fundamental.MineralPropertiesBalanceSheet , QuantConnect.Data.Fundamental.MinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.MinorityInterestsIncomeStatement , QuantConnect.Data.Fundamental.MoneyMarketInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.MortgageLoanBalanceSheet , QuantConnect.Data.Fundamental.NegativeGoodwillImmediatelyRecognizedIncomeStatement , QuantConnect.Data.Fundamental.NetBusinessPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetCashFromDiscontinuedOperationsCashFlowStatement , QuantConnect.Data.Fundamental.NetCommonStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetDebtBalanceSheet , QuantConnect.Data.Fundamental.NetForeignCurrencyExchangeGainLossCashFlowStatement , QuantConnect.Data.Fundamental.NetForeignExchangeGainLossIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeCommonStockholdersIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeContinuousOperationsIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeDiscontinuousOperationsIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeExtraordinaryIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationsCashFlowStatement , QuantConnect.Data.Fundamental.NetIncomeFromTaxLossCarryforwardIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeIncludingNoncontrollingInterestsIncomeStatement , QuantConnect.Data.Fundamental.NetIncomeIncomeStatement , QuantConnect.Data.Fundamental.NetIntangiblesPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.NetInvestmentIncomeIncomeStatement , QuantConnect.Data.Fundamental.NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetInvestmentPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetIssuancePaymentsOfDebtCashFlowStatement , QuantConnect.Data.Fundamental.NetLoanBalanceSheet , QuantConnect.Data.Fundamental.NetLongTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetMargin , QuantConnect.Data.Fundamental.NetNonOperatingInterestIncomeExpenseIncomeStatement , QuantConnect.Data.Fundamental.NetOccupancyExpenseIncomeStatement , QuantConnect.Data.Fundamental.NetOtherFinancingChargesCashFlowStatement , QuantConnect.Data.Fundamental.NetOtherInvestingChangesCashFlowStatement , QuantConnect.Data.Fundamental.NetPolicyholderBenefitsAndClaimsIncomeStatement , QuantConnect.Data.Fundamental.NetPPEBalanceSheet , QuantConnect.Data.Fundamental.NetPPEPurchaseAndSaleCashFlowStatement , QuantConnect.Data.Fundamental.NetPreferredStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetPremiumsWrittenIncomeStatement , QuantConnect.Data.Fundamental.NetProceedsPaymentForLoanCashFlowStatement , QuantConnect.Data.Fundamental.NetRealizedGainLossOnInvestmentsIncomeStatement , QuantConnect.Data.Fundamental.NetShortTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.NetTangibleAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentAccountsReceivableBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentAccruedExpensesBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredRevenueBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredTaxesAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentDeferredTaxesLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentNoteReceivablesBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet , QuantConnect.Data.Fundamental.NonCurrentPrepaidAssetsBalanceSheet , QuantConnect.Data.Fundamental.NonInterestBearingDepositsBalanceSheet , QuantConnect.Data.Fundamental.NonInterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.NonInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.NormalizedBasicEPS , QuantConnect.Data.Fundamental.NormalizedDilutedEPS , QuantConnect.Data.Fundamental.NormalizedEBITAsReportedIncomeStatement , QuantConnect.Data.Fundamental.NormalizedEBITDAAsReportedIncomeStatement , QuantConnect.Data.Fundamental.NormalizedEBITDAIncomeStatement , QuantConnect.Data.Fundamental.NormalizedIncomeAsReportedIncomeStatement , QuantConnect.Data.Fundamental.NormalizedIncomeIncomeStatement , QuantConnect.Data.Fundamental.NormalizedNetProfitMargin , QuantConnect.Data.Fundamental.NormalizedOperatingProfitAsReportedIncomeStatement , QuantConnect.Data.Fundamental.NormalizedPreTaxIncomeIncomeStatement , QuantConnect.Data.Fundamental.NormalizedROIC , QuantConnect.Data.Fundamental.NotesReceivableBalanceSheet , QuantConnect.Data.Fundamental.NumberOfShareHolders , QuantConnect.Data.Fundamental.OccupancyAndEquipmentIncomeStatement , QuantConnect.Data.Fundamental.OperatingCashFlowCashFlowStatement , QuantConnect.Data.Fundamental.OperatingExpenseAsReportedIncomeStatement , QuantConnect.Data.Fundamental.OperatingExpenseIncomeStatement , QuantConnect.Data.Fundamental.OperatingGainsLossesCashFlowStatement , QuantConnect.Data.Fundamental.OperatingIncomeIncomeStatement , QuantConnect.Data.Fundamental.OperatingRevenueIncomeStatement , QuantConnect.Data.Fundamental.OperationAndMaintenanceIncomeStatement , QuantConnect.Data.Fundamental.OperationMargin , QuantConnect.Data.Fundamental.OtherAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherCashAdjustExcludeFromChangeinCashCashFlowStatement , QuantConnect.Data.Fundamental.OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement , QuantConnect.Data.Fundamental.OtherCashPaymentsfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.OtherCashReceiptsfromOperatingActivitiesCashFlowStatement , QuantConnect.Data.Fundamental.OtherCostofRevenueIncomeStatement , QuantConnect.Data.Fundamental.OtherCurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherCurrentBorrowingsBalanceSheet , QuantConnect.Data.Fundamental.OtherCurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.OtherCustomerServicesIncomeStatement , QuantConnect.Data.Fundamental.OtherEquityAdjustmentsBalanceSheet , QuantConnect.Data.Fundamental.OtherGAIncomeStatement , QuantConnect.Data.Fundamental.OtherIncomeExpenseIncomeStatement , QuantConnect.Data.Fundamental.OtherIntangibleAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherInterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.OtherInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.OtherInventoriesBalanceSheet , QuantConnect.Data.Fundamental.OtherLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.OtherNonCashItemsCashFlowStatement , QuantConnect.Data.Fundamental.OtherNonCurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.OtherNonCurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.OtherNonInterestExpenseIncomeStatement , QuantConnect.Data.Fundamental.OtherNonInterestIncomeIncomeStatement , QuantConnect.Data.Fundamental.OtherNonOperatingExpensesIncomeStatement , QuantConnect.Data.Fundamental.OtherNonOperatingIncomeExpensesIncomeStatement , QuantConnect.Data.Fundamental.OtherNonOperatingIncomeIncomeStatement , QuantConnect.Data.Fundamental.OtherOperatingExpensesIncomeStatement , QuantConnect.Data.Fundamental.OtherOperatingIncomeTotalIncomeStatement , QuantConnect.Data.Fundamental.OtherOperatingInflowsOutflowsofCashCashFlowStatement , QuantConnect.Data.Fundamental.OtherPayableBalanceSheet , QuantConnect.Data.Fundamental.OtherPropertiesBalanceSheet , QuantConnect.Data.Fundamental.OtherRealEstateOwnedBalanceSheet , QuantConnect.Data.Fundamental.OtherReceivablesBalanceSheet , QuantConnect.Data.Fundamental.OtherShortTermInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.OtherSpecialChargesIncomeStatement , QuantConnect.Data.Fundamental.OtherTaxesIncomeStatement , QuantConnect.Data.Fundamental.OtherunderPreferredStockDividendIncomeStatement , QuantConnect.Data.Fundamental.OtherUnderwritingExpensesPaidCashFlowStatement , QuantConnect.Data.Fundamental.PayablesAndAccruedExpensesBalanceSheet , QuantConnect.Data.Fundamental.PayablesBalanceSheet , QuantConnect.Data.Fundamental.PaymentForLoansCashFlowStatement , QuantConnect.Data.Fundamental.PaymentsonBehalfofEmployeesCashFlowStatement , QuantConnect.Data.Fundamental.PaymentstoSuppliersforGoodsandServicesCashFlowStatement , QuantConnect.Data.Fundamental.PaymentTurnover , QuantConnect.Data.Fundamental.PensionAndEmployeeBenefitExpenseCashFlowStatement , QuantConnect.Data.Fundamental.Period , QuantConnect.Data.Fundamental.PeriodAuditor , QuantConnect.Data.Fundamental.PolicyAcquisitionExpenseIncomeStatement , QuantConnect.Data.Fundamental.PolicyholderBenefitsGrossIncomeStatement , QuantConnect.Data.Fundamental.PolicyholderDepositInvestmentReceivedCashFlowStatement , QuantConnect.Data.Fundamental.PolicyholderDividendsIncomeStatement , QuantConnect.Data.Fundamental.PolicyholderInterestIncomeStatement , QuantConnect.Data.Fundamental.PolicyReservesBenefitsBalanceSheet , QuantConnect.Data.Fundamental.PreferredSecuritiesOutsideStockEquityBalanceSheet , QuantConnect.Data.Fundamental.PreferredStockBalanceSheet , QuantConnect.Data.Fundamental.PreferredStockDividendPaidCashFlowStatement , QuantConnect.Data.Fundamental.PreferredStockDividendsIncomeStatement , QuantConnect.Data.Fundamental.PreferredStockEquityBalanceSheet , QuantConnect.Data.Fundamental.PreferredStockIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.PreferredStockPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.PremiumReceivedCashFlowStatement , QuantConnect.Data.Fundamental.PrepaidAssetsBalanceSheet , QuantConnect.Data.Fundamental.PretaxIncomeIncomeStatement , QuantConnect.Data.Fundamental.PretaxMargin , QuantConnect.Data.Fundamental.ProceedsFromLoansCashFlowStatement , QuantConnect.Data.Fundamental.ProceedsFromStockOptionExercisedCashFlowStatement , QuantConnect.Data.Fundamental.ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement , QuantConnect.Data.Fundamental.ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement , QuantConnect.Data.Fundamental.ProfessionalExpenseAndContractServicesExpenseIncomeStatement , QuantConnect.Data.Fundamental.ProfitOnDisposalsCashFlowStatement , QuantConnect.Data.Fundamental.ProvisionandWriteOffofAssetsCashFlowStatement , QuantConnect.Data.Fundamental.ProvisionForDoubtfulAccountsIncomeStatement , QuantConnect.Data.Fundamental.ProvisionForLoanLeaseAndOtherLossesCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfBusinessCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfIntangiblesCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfInvestmentCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfInvestmentPropertiesCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfJointVentureAssociateCashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfPPECashFlowStatement , QuantConnect.Data.Fundamental.PurchaseOfSubsidiariesCashFlowStatement , QuantConnect.Data.Fundamental.QuickRatio , QuantConnect.Data.Fundamental.RawMaterialsBalanceSheet , QuantConnect.Data.Fundamental.RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement , QuantConnect.Data.Fundamental.ReceiptsfromCustomersCashFlowStatement , QuantConnect.Data.Fundamental.ReceiptsfromGovernmentGrantsCashFlowStatement , QuantConnect.Data.Fundamental.ReceivablesBalanceSheet , QuantConnect.Data.Fundamental.ReceivableTurnover , QuantConnect.Data.Fundamental.ReconciledCostOfRevenueIncomeStatement , QuantConnect.Data.Fundamental.ReconciledDepreciationIncomeStatement , QuantConnect.Data.Fundamental.ReinsuranceandOtherRecoveriesReceivedCashFlowStatement , QuantConnect.Data.Fundamental.ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement , QuantConnect.Data.Fundamental.ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement , QuantConnect.Data.Fundamental.ReinsuranceRecoveriesofInvestmentContractIncomeStatement , QuantConnect.Data.Fundamental.RentandLandingFeesCostofRevenueIncomeStatement , QuantConnect.Data.Fundamental.RentAndLandingFeesIncomeStatement , QuantConnect.Data.Fundamental.RentExpenseSupplementalIncomeStatement , QuantConnect.Data.Fundamental.ReorganizationOtherCostsCashFlowStatement , QuantConnect.Data.Fundamental.RepaymentInLeaseFinancingCashFlowStatement , QuantConnect.Data.Fundamental.RepaymentOfDebtCashFlowStatement , QuantConnect.Data.Fundamental.ReportedNormalizedBasicEPS , QuantConnect.Data.Fundamental.ReportedNormalizedDilutedEPS , QuantConnect.Data.Fundamental.RepurchaseOfCapitalStockCashFlowStatement , QuantConnect.Data.Fundamental.ResearchAndDevelopmentExpensesSupplementalIncomeStatement , QuantConnect.Data.Fundamental.ResearchAndDevelopmentIncomeStatement , QuantConnect.Data.Fundamental.RestrictedCashAndCashEquivalentsBalanceSheet , QuantConnect.Data.Fundamental.RestrictedCashAndInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.RestrictedCashBalanceSheet , QuantConnect.Data.Fundamental.RestructuringAndMergernAcquisitionIncomeStatement , QuantConnect.Data.Fundamental.RetainedEarningsBalanceSheet , QuantConnect.Data.Fundamental.ROA , QuantConnect.Data.Fundamental.ROE , QuantConnect.Data.Fundamental.ROIC , QuantConnect.Data.Fundamental.SalariesAndWagesIncomeStatement , QuantConnect.Data.Fundamental.SaleOfBusinessCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfIntangiblesCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfInvestmentCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfInvestmentPropertiesCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfJointVentureAssociateCashFlowStatement , QuantConnect.Data.Fundamental.SaleOfPPECashFlowStatement , QuantConnect.Data.Fundamental.SaleOfSubsidiariesCashFlowStatement , QuantConnect.Data.Fundamental.SalesPerEmployee , QuantConnect.Data.Fundamental.SecuritiesActivitiesIncomeStatement , QuantConnect.Data.Fundamental.SecuritiesAmortizationIncomeStatement , QuantConnect.Data.Fundamental.SecuritiesAndInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.SellingAndMarketingExpenseIncomeStatement , QuantConnect.Data.Fundamental.SellingGeneralAndAdministrationIncomeStatement , QuantConnect.Data.Fundamental.ServiceChargeOnDepositorAccountsIncomeStatement , QuantConnect.Data.Fundamental.ShareOfAssociatesCashFlowStatement , QuantConnect.Data.Fundamental.ShortTermDebtIssuanceCashFlowStatement , QuantConnect.Data.Fundamental.ShortTermDebtPaymentsCashFlowStatement , QuantConnect.Data.Fundamental.SpecialIncomeChargesIncomeStatement , QuantConnect.Data.Fundamental.StaffCostsIncomeStatement , QuantConnect.Data.Fundamental.StockBasedCompensationCashFlowStatement , QuantConnect.Data.Fundamental.StockBasedCompensationIncomeStatement , QuantConnect.Data.Fundamental.StockholdersEquityBalanceSheet , QuantConnect.Data.Fundamental.TangibleBookValueBalanceSheet , QuantConnect.Data.Fundamental.TaxEffectOfUnusualItemsIncomeStatement , QuantConnect.Data.Fundamental.TaxesReceivableBalanceSheet , QuantConnect.Data.Fundamental.TaxesRefundPaidCashFlowStatement , QuantConnect.Data.Fundamental.TaxesRefundPaidDirectCashFlowStatement , QuantConnect.Data.Fundamental.TaxLossCarryforwardBasicEPS , QuantConnect.Data.Fundamental.TaxLossCarryforwardDilutedEPS , QuantConnect.Data.Fundamental.TaxProvisionIncomeStatement , QuantConnect.Data.Fundamental.TaxRate , QuantConnect.Data.Fundamental.TaxRateForCalcsIncomeStatement , QuantConnect.Data.Fundamental.TotalAdjustmentsforNonCashItemsCashFlowStatement , QuantConnect.Data.Fundamental.TotalAssetsBalanceSheet , QuantConnect.Data.Fundamental.TotalCapitalizationBalanceSheet , QuantConnect.Data.Fundamental.TotalDebtBalanceSheet , QuantConnect.Data.Fundamental.TotalDebtEquityRatio , QuantConnect.Data.Fundamental.TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet , QuantConnect.Data.Fundamental.TotalDepositsBalanceSheet , QuantConnect.Data.Fundamental.TotalDividendPaymentofEquitySharesIncomeStatement , QuantConnect.Data.Fundamental.TotalDividendPaymentofNonEquitySharesIncomeStatement , QuantConnect.Data.Fundamental.TotalDividendPerShare , QuantConnect.Data.Fundamental.TotalEquityBalanceSheet , QuantConnect.Data.Fundamental.TotalEquityGrossMinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.TotalExpensesIncomeStatement , QuantConnect.Data.Fundamental.TotalInvestmentsBalanceSheet , QuantConnect.Data.Fundamental.TotalLiabilitiesNetMinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.TotalMoneyMarketInvestmentsIncomeStatement , QuantConnect.Data.Fundamental.TotalNonCurrentAssetsBalanceSheet , QuantConnect.Data.Fundamental.TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet , QuantConnect.Data.Fundamental.TotalOperatingIncomeAsReportedIncomeStatement , QuantConnect.Data.Fundamental.TotalOtherFinanceCostIncomeStatement , QuantConnect.Data.Fundamental.TotalPartnershipCapitalBalanceSheet , QuantConnect.Data.Fundamental.TotalPremiumsEarnedIncomeStatement , QuantConnect.Data.Fundamental.TotalRevenueAsReportedIncomeStatement , QuantConnect.Data.Fundamental.TotalRevenueIncomeStatement , QuantConnect.Data.Fundamental.TotalRiskBasedCapital , QuantConnect.Data.Fundamental.TotalTaxPayableBalanceSheet , QuantConnect.Data.Fundamental.TotalUnusualItemsExcludingGoodwillIncomeStatement , QuantConnect.Data.Fundamental.TotalUnusualItemsIncomeStatement , QuantConnect.Data.Fundamental.TradingGainLossIncomeStatement , QuantConnect.Data.Fundamental.TradingSecuritiesBalanceSheet , QuantConnect.Data.Fundamental.TreasuryStockBalanceSheet , QuantConnect.Data.Fundamental.TrustFeesbyCommissionsIncomeStatement , QuantConnect.Data.Fundamental.UnderwritingExpensesIncomeStatement , QuantConnect.Data.Fundamental.UnearnedIncomeBalanceSheet , QuantConnect.Data.Fundamental.UnearnedPremiumsBalanceSheet , QuantConnect.Data.Fundamental.UnpaidLossAndLossReserveBalanceSheet , QuantConnect.Data.Fundamental.UnrealizedGainLossBalanceSheet , QuantConnect.Data.Fundamental.UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement , QuantConnect.Data.Fundamental.WagesandSalariesIncomeStatement , QuantConnect.Data.Fundamental.WorkingCapitalBalanceSheet , QuantConnect.Data.Fundamental.WorkInProcessBalanceSheet , QuantConnect.Data.Fundamental.WriteOffIncomeStatement
• Size : QuantConnect.Api.BasicObjectStore , QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
• SizeScore : QuantConnect.Data.Fundamental.AssetClassification
• SKU : QuantConnect.Api.Node , QuantConnect.Api.SKU
• Sleep() : QuantConnect.Util.RateLimit.BusyWaitSleepStrategy , QuantConnect.Util.RateLimit.ISleepStrategy , QuantConnect.Util.RateLimit.ThreadSleepStrategy
• Sleeping() : QuantConnect.Util.RateLimit.ThreadSleepStrategy
• SleepInterval : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• Slice() : QuantConnect.Data.Slice , QuantConnect.Lean.Engine.DataFeeds.TimeSlice , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• SlippageModel : QuantConnect.Securities.Security
• SlippageModelPythonWrapper() : QuantConnect.Python.SlippageModelPythonWrapper
• Slope : QuantConnect.Indicators.LeastSquaresMovingAverage , QuantConnect.Indicators.RegressionChannel
• Slovakia : QuantConnect.Country
• Slovenia : QuantConnect.Country
• Slow : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData , QuantConnect.Indicators.MovingAverageConvergenceDivergence
• SlowAo : QuantConnect.Indicators.AwesomeOscillator
• SlowGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.StockType
• SlowIsOverFast : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData
• SM() : QuantConnect.Algorithm.QCAlgorithm
• Sm : QuantConnect.Api.Grid
• SMA : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.IndicatorExtensions
• SMA< T >() : QuantConnect.Indicators.IndicatorExtensions
• SmallCore() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SmallGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SmallValue() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SMART : QuantConnect.Exchange
• SmartRounding() : QuantConnect.Extensions
• SmoothedOnBalanceVolume() : QuantConnect.Indicators.SmoothedOnBalanceVolume
• SmoothingFactorDefault() : QuantConnect.Indicators.ExponentialMovingAverage
• Sms() : QuantConnect.Notifications.NotificationManager
• SnapShotId : QuantConnect.Api.BasicBacktest
• SnapshotId : QuantConnect.Api.Optimization
• SOBV() : QuantConnect.Algorithm.QCAlgorithm
• SocialSecurityCosts : QuantConnect.Data.Fundamental.IncomeStatement
• SocialSecurityCostsIncomeStatement() : QuantConnect.Data.Fundamental.SocialSecurityCostsIncomeStatement
• Software() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SoftwareApplication : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SoftwareInfrastructure : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Solar : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SolomonIslands : QuantConnect.Country
• Solution : QuantConnect.Optimizer.Strategies.IOptimizationStrategy , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• SolvencyRatio : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.SolvencyRatio
• Somalia : QuantConnect.Country
• Sort : QuantConnect.Api.GridChart , QuantConnect.Data.SubscriptionDataSource
• SortedFactorFileData : QuantConnect.Data.Auxiliary.FactorFile< T >
• SortEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey >
• SortFirstElement() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
• SORTINO() : QuantConnect.Algorithm.QCAlgorithm
• SortinoRatio : QuantConnect.Api.BacktestSummary , QuantConnect.Indicators.SortinoRatio , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.Statistics , QuantConnect.Statistics.TradeStatistics
• Source : QuantConnect.Api.CreateLiveAlgorithmResponse , QuantConnect.Data.SubscriptionDataSource , QuantConnect.Lean.Engine.DataFeeds.CreateStreamReaderErrorEventArgs , QuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs
• SourceCurrency : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion , QuantConnect.Securities.CurrencyConversion.ICurrencyConversion , QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• SourceModel : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• SouthAfrica : QuantConnect.Country
• SouthAfrica_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• SouthGeorgiaAndTheSouthSandwichIslands : QuantConnect.Country
• SouthKorea_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• SouthSudan : QuantConnect.Country
• SoybeanMeal : QuantConnect.Securities.Futures.Grains
• SoybeanOil : QuantConnect.Securities.Futures.Grains
• Soybeans : QuantConnect.Securities.Futures.Grains
• SP400MidCapEmini : QuantConnect.Securities.Futures.Indices
• SP500AnnualDividendIndex : QuantConnect.Securities.Futures.Indices
• SP500EMini : QuantConnect.Securities.Futures.Indices
• SP500EMiniESG : QuantConnect.Securities.Futures.Indices
• SP500Sectors : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse
• SP500SectorsETFUniverse() : QuantConnect.Algorithm.Framework.Selection.SP500SectorsETFUniverse
• Spain : QuantConnect.Country
• SpecialIncomeCharges : QuantConnect.Data.Fundamental.IncomeStatement
• SpecialIncomeChargesIncomeStatement() : QuantConnect.Data.Fundamental.SpecialIncomeChargesIncomeStatement
• SpecialtyBusinessServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SpecialtyChemicals : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SpecialtyIndustrialMachinery : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SpecialtyRetail : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• SpeculativeGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.StockType
• Speed : QuantConnect.Api.Node
• SPEurop350ESGEMini : QuantConnect.Securities.Futures.Indices
• SPGSCICommodity : QuantConnect.Securities.Futures.Indices
• SpinningTop() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.SpinningTop
• Split() : QuantConnect.Data.Market.Split
• SplitBy< TKey, TValue >() : QuantConnect.BinaryComparisonExtensions
• SplitFactor : QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Fundamental.Fundamental , QuantConnect.Data.Market.Split , QuantConnect.Data.UniverseSelection.CoarseFundamental , QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource
• SplitFactorSetter : QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource
• SplitHistoryRequestWithUpdatedMappedSymbol() : QuantConnect.Data.HistoryExtensions
• SplitPackets() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler
• Splits() : QuantConnect.Data.Market.Splits , QuantConnect.Data.Slice
• Spread : QuantConnect.Data.Market.RenkoBar
• SpreadExecutionModel() : QuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel
• SqueezeMomentum() : QuantConnect.Indicators.SqueezeMomentum
• SR() : QuantConnect.Algorithm.QCAlgorithm
• SriLanka : QuantConnect.Country
• SriLanka_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• SRSI() : QuantConnect.Algorithm.QCAlgorithm
• SRWWheat : QuantConnect.Securities.Futures.Grains
• StablePairsCoinbase : QuantConnect.Currencies
• StablePairsGDAX : QuantConnect.Currencies
• StackExceptionInterpreter() : QuantConnect.Exceptions.StackExceptionInterpreter
• Stacktrace : QuantConnect.Api.BasicBacktest
• StackTrace : QuantConnect.DownloadFailedEventArgs , QuantConnect.Packets.HandledErrorPacket , QuantConnect.Packets.RuntimeErrorPacket , QuantConnect.ReaderErrorDetectedEventArgs
• StaffCosts : QuantConnect.Data.Fundamental.IncomeStatement
• StaffCostsIncomeStatement() : QuantConnect.Data.Fundamental.StaffCostsIncomeStatement
• StaffingAndEmploymentServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• StalePriceTimeSpan : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings , QuantConnect.Orders.Fills.FillModelParameters
• StalledPattern() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.StalledPattern
• StampChargesMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• StandardDeviation : QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.StandardDeviation
• StandardDeviationExecutionModel() : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel
• StandardDeviationOfReturnsVolatilityModel() : QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel
• StandardName : QuantConnect.Data.Fundamental.CompanyReference
• StandardSizeUSDOffshoreRMBCNH : QuantConnect.Securities.Futures.Currencies
• StandardsOnly() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• Start : QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange , QuantConnect.Lean.Engine.Initializer , QuantConnect.Messages.PythonInitializer , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.Packets.MarketHours , QuantConnect.RealTimeSynchronizedTimer , QuantConnect.Report.Crisis , QuantConnect.Report.DrawdownCollection , QuantConnect.Report.DrawdownPeriod , QuantConnect.Securities.MarketHoursSegment , QuantConnect.Time
• StartDate : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmConfiguration , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.OptimizationBacktest , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Interfaces.IAlgorithm
• StartDateLimited : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• StartDateLimitedEventArgs() : QuantConnect.StartDateLimitedEventArgs
• StartDateTime : QuantConnect.Statistics.TradeStatistics
• StartDateTimeLocal : QuantConnect.Data.Auxiliary.SymbolDateRange , QuantConnect.Data.Auxiliary.TickerDateRange
• StartEquity : QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• StartExpirationTask() : QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider , QuantConnect.Data.Auxiliary.LocalZipMapFileProvider
• StartingDate : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• StartingPortfolioValue : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• StartNewTimeStep() : QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• StartsWithInvariant() : QuantConnect.StringExtensions
• StartTime : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StartTimeLocal : QuantConnect.Data.BaseDataRequest
• StartTimeUtc : QuantConnect.Data.BaseDataRequest , QuantConnect.Packets.HistoryRequest
• StartUtc : QuantConnect.DataDownloaderGetParameters
• State : QuantConnect.Api.Compile , QuantConnect.Lean.Engine.AlgorithmManager , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result , QuantConnect.Securities.MarketHoursSegment
• StateTaxMultiplier : QuantConnect.Orders.Fees.IndiaFeeModel , QuantConnect.Orders.Fees.SamcoFeeModel , QuantConnect.Orders.Fees.ZerodhaFeeModel
• StaticOptimizationParameter() : QuantConnect.Optimizer.Parameters.StaticOptimizationParameter
• Statistics : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.Backtest , QuantConnect.Api.OptimizationBacktest , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• StatisticsFileName : QuantConnect.Report.Report
• StatisticsResults() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Statistics.IStatisticsService , QuantConnect.Statistics.StatisticsResults
• Status : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmControl , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.BaseOptimization , QuantConnect.Api.BasicBacktest , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Commands.AlgorithmStatusCommand , QuantConnect.Indicators.IndicatorResult , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderRequest , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.MarketToday
• StatusHistoryResult() : QuantConnect.Packets.StatusHistoryResult
• StatusUpdateAction : QuantConnect.Data.HistoryProviderInitializeParameters
• STC() : QuantConnect.Algorithm.QCAlgorithm
• STD : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.QCAlgorithm
• Steel() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Step() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager , QuantConnect.Optimizer.Parameters.OptimizationStepParameter , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy , QuantConnect.SeriesSampler
• StepLessThanMinStep : QuantConnect.Messages.OptimizationStepParameter
• Steps : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• StickSandwich() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.StickSandwich
• StillDisconnected : QuantConnect.Messages.DefaultBrokerageMessageHandler
• STO() : QuantConnect.Algorithm.QCAlgorithm
• Sto : QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• Stochastic() : QuantConnect.Indicators.Stochastic
• StochasticRelativeStrengthIndex() : QuantConnect.Indicators.StochasticRelativeStrengthIndex
• StochD : QuantConnect.Indicators.Stochastic
• StochK : QuantConnect.Indicators.Stochastic
• StockBasedCompensation : QuantConnect.Data.Fundamental.CashFlowStatement , QuantConnect.Data.Fundamental.IncomeStatement
• StockBasedCompensationCashFlowStatement() : QuantConnect.Data.Fundamental.StockBasedCompensationCashFlowStatement
• StockBasedCompensationIncomeStatement() : QuantConnect.Data.Fundamental.StockBasedCompensationIncomeStatement
• StockholdersEquity : QuantConnect.Data.Fundamental.BalanceSheet
• StockholdersEquityBalanceSheet() : QuantConnect.Data.Fundamental.StockholdersEquityBalanceSheet
• StockholdersEquityGrowth : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.StockholdersEquityGrowth
• StockType : QuantConnect.Data.Fundamental.AssetClassification
• Stop() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.RealTimeSynchronizedTimer
• StopLimitFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• StopLimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.StopLimitOrder
• StopLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• StopMarketFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Orders.Fills.FutureFillModel , QuantConnect.Python.FillModelPythonWrapper
• StopMarketOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.StopMarketOrder
• StopMarketOrdersNoLongerSupported() : QuantConnect.Messages.CoinbaseBrokerageModel
• Stopped : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.LiveAlgorithmSummary
• StopPrice : QuantConnect.Commands.OrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.StopMarketOrder , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Orders.UpdateOrderFields , QuantConnect.Orders.UpdateOrderRequest
• StopSafely() : QuantConnect.Extensions
• StopTriggered : QuantConnect.Orders.OrderUpdateEvent , QuantConnect.Orders.StopLimitOrder
• StopUpdateRunner() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StorageFileCount : QuantConnect.Packets.Controls
• StorageLimit : QuantConnect.Packets.Controls
• StorageLimitExceededException() : QuantConnect.Lean.Engine.Storage.StorageLimitExceededException
• StoragePermissions : QuantConnect.Packets.Controls
• StorageRoot() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• Store() : QuantConnect.Data.DiskDataCacheProvider , QuantConnect.Interfaces.IDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider
• StoreData() : QuantConnect.Securities.SecurityCache
• StoreInsights() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StoreOrderEvents() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• StoreResult() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• STR() : QuantConnect.Algorithm.QCAlgorithm
• Straddle() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• Strangle() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions , QuantConnect.Securities.OptionFilterUniverse
• Strategies : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatch
• Strategy : QuantConnect.Api.Optimization , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.Orders.TerminalLinkOrderProperties
• StrategyEquityKey : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StrategyField() : QuantConnect.Orders.TerminalLinkOrderProperties.StrategyField
• StrategyParameters() : QuantConnect.Orders.TerminalLinkOrderProperties.StrategyParameters
• StreamData() : QuantConnect.Lean.Engine.DataFeeds.ISynchronizer , QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• StreamReader : QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
• StreamReaderEnumerable() : QuantConnect.Util.StreamReaderEnumerable
• StrictDailyEndTimesEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator
• Strike : QuantConnect.Data.Market.OptionContract , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition
• StrikeMultiplier : QuantConnect.Securities.SymbolProperties
• StrikePrice : QuantConnect.Securities.FutureOption.Api.CMEOptionChainQuoteEntry , QuantConnect.Securities.Option.Option , QuantConnect.SecurityIdentifier
• StrikePriceNotSupportedBySecurityType : QuantConnect.Messages.SecurityIdentifier
• Strikes : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.OptionFilterUniverse
• StringDecimalJsonConverter() : QuantConnect.Util.StringDecimalJsonConverter
• StringIsNotSplittable : QuantConnect.Messages.SecurityIdentifier
• StripDataFolder() : QuantConnect.Data.DataMonitor
• Style : QuantConnect.Data.Market.OptionContract , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Securities.Option.Option
• StyleBox : QuantConnect.Data.Fundamental.AssetClassification
• StyleScore : QuantConnect.Data.Fundamental.AssetClassification
• subGroupId : QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry
• Subject : QuantConnect.Notifications.NotificationEmail
• SubmissionTimeBuffer : QuantConnect.Orders.MarketOnCloseOrder
• SubmitOrderRequest() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Orders.SubmitOrderRequest
• SubmitRequest : QuantConnect.Orders.OrderTicket
• SubordinatedLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• SubordinatedLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.SubordinatedLiabilitiesBalanceSheet
• SubSample : QuantConnect.SeriesSampler
• Subscribe() : QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager , QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager , QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• Subscribed : QuantConnect.Api.PriceEntry
• SubscribeImpl : QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• SubscribersByChannel : QuantConnect.Data.DataQueueHandlerSubscriptionManager
• SubscribeWithMapping() : QuantConnect.Extensions
• Subscription : QuantConnect.Api.LiveAlgorithmSummary , QuantConnect.Lean.Engine.DataFeeds.Subscription
• SubscriptionAdded : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager
• SubscriptionCollection() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• SubscriptionData() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionData
• SubscriptionDataConfig() : QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Securities.Security
• SubscriptionDataConfigList() : QuantConnect.Data.SubscriptionDataConfigList
• SubscriptionDataConfigProvider : QuantConnect.Securities.Volatility.BaseVolatilityModel
• SubscriptionDataConfigService : QuantConnect.Data.SubscriptionManager
• SubscriptionDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator
• SubscriptionDataReader() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• SubscriptionDataReaderSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory
• SubscriptionDataSource() : QuantConnect.Data.SubscriptionDataSource
• SubscriptionDataTypes : QuantConnect.Data.UniverseSelection.UniverseSettings
• SubscriptionFilterEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator
• SubscriptionFinished : QuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer , QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SubscriptionFrontierTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionFrontierTimeProvider
• SubscriptionManager : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Data.SubscriptionManager , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• SubscriptionManagerCount() : QuantConnect.Interfaces.IAlgorithmSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.DataManager
• SubscriptionManagerGetOrAdd() : QuantConnect.Lean.Engine.DataFeeds.DataManager
• SubscriptionManagerSubscriptions : QuantConnect.Interfaces.IAlgorithmSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.DataManager
• SubscriptionRemoved : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager
• SubscriptionRequest() : QuantConnect.Data.UniverseSelection.SubscriptionRequest
• Subscriptions : QuantConnect.Data.SubscriptionManager , QuantConnect.Securities.Security
• SubscriptionSynchronizer() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• Succeeded : QuantConnect.Interfaces.DataProviderNewDataRequestEventArgs
• SucceededDataRequestsCount : QuantConnect.DataMonitorReport
• SucceededUniverseDataRequestsCount : QuantConnect.DataMonitorReport
• Success : QuantConnect.Api.RestResponse , QuantConnect.Commands.CommandResultPacket , QuantConnect.Orders.OrderResponse
• Sudan : QuantConnect.Country
• Sufficient() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• Sugar11 : QuantConnect.Securities.Futures.Softs
• Sugar11CME : QuantConnect.Securities.Futures.Softs
• SuggestedMarketBasedOnTicker() : QuantConnect.Messages.MarketHoursDatabase
• SUM() : QuantConnect.Algorithm.QCAlgorithm
• Sum() : QuantConnect.Indicators.Sum
• Summary : QuantConnect.Statistics.StatisticsResults
• SummaryStatistic() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Summation : QuantConnect.Indicators.McClellanSummationIndex
• SumOfDividends : QuantConnect.Data.SubscriptionDataConfig
• Sunday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• SuperTrend() : QuantConnect.Indicators.SuperTrend
• SupportedIndexOptionTickers : QuantConnect.Securities.IndexOption.IndexOptionSymbol
• SupportedMarkets() : QuantConnect.Market
• SupportedResolutions() : QuantConnect.Data.BaseData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 , QuantConnect.Data.Custom.IconicTypes.LinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Python.PythonData
• Suriname : QuantConnect.Country
• Suspicious : QuantConnect.Data.Market.Tick
• SustainableGrowthRate : QuantConnect.Data.Fundamental.ValuationRatios
• Svalbard : QuantConnect.Country
• Sweden : QuantConnect.Country
• SWISS() : QuantConnect.Algorithm.QCAlgorithm
• SwissArmyKnife() : QuantConnect.Indicators.SwissArmyKnife
• Switzerland : QuantConnect.Country
• Switzerland_USA : QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates
• Sydney : QuantConnect.TimeZones
• Symbol : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget , QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Brokerages.BestBidAskUpdatedEventArgs , QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.DelistingNotificationEventArgs , QuantConnect.Brokerages.OptionNotificationEventArgs , QuantConnect.Chart , QuantConnect.Commands.AddSecurityCommand.Result , QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.SymbolDateRange , QuantConnect.Data.BaseData , QuantConnect.Data.Channel , QuantConnect.Data.HistoryRequest , QuantConnect.Data.ISymbolProvider , QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataConfigList , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.DataDownloaderGetParameters , QuantConnect.DataProviderEventArgs , QuantConnect.Holding , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler , QuantConnect.Orders.ApiOrderResponse , QuantConnect.Orders.Leg , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderTicket , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Orders.SubmitOrderRequest , QuantConnect.Packets.HistoryRequest , QuantConnect.Report.PointInTimePortfolio.PointInTimeHolding , QuantConnect.Securities.Cash , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Positions.IPosition , QuantConnect.Securities.Positions.Position , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.Securities.SecurityHolding , QuantConnect.SecurityIdentifier , QuantConnect.Statistics.Trade , QuantConnect.Symbol , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor , QuantConnect.ToolBox.FactorFileGenerator , QuantConnect.ToolBox.LeanInstrument , QuantConnect.Util.LeanDataPathComponents
• SymbolChangedEvent() : QuantConnect.Data.Market.SymbolChangedEvent
• SymbolChangedEvents() : QuantConnect.Data.Market.SymbolChangedEvents , QuantConnect.Data.Slice
• SymbolCount : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• SymbolData() : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData
• SymbolDataBySymbol : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel
• SymbolDateRange() : QuantConnect.Data.Auxiliary.SymbolDateRange
• SymbolDelistings : QuantConnect.TradingDay
• SymbolNotFound() : QuantConnect.Messages.PortfolioTarget
• SymbolNotFoundDueToNoData< T >() : QuantConnect.Messages.ExtendedDictionary
• SymbolNotFoundInSecurities() : QuantConnect.Messages.SecurityManager
• SymbolNotFoundInSymbolPropertiesDatabase() : QuantConnect.Messages.SecurityService
• SymbolPermtick : QuantConnect.Orders.Serialization.SerializedOrderEvent
• SymbolProperties : QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.Security , QuantConnect.Securities.SymbolProperties
• SymbolPropertiesDatabase : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Securities.SymbolPropertiesDatabase , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• SymbolPropertiesDatabaseSymbolMapper() : QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
• Symbols : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig
• SymbolType : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.C2Symbol
• SymbolValue : QuantConnect.Orders.Serialization.SerializedOrderEvent
• SymbolWithInvalidCharacters : QuantConnect.Messages.SecurityIdentifier
• SymmetricExceptWith() : QuantConnect.Util.ConcurrentSet< T >
• Sync() : QuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer , QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SynchronizingBaseDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingBaseDataEnumerator
• SynchronizingEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T >
• SynchronizingSliceEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingSliceEnumerator
• SynchronouslyAwaitTask() : QuantConnect.Extensions
• SynchronouslyAwaitTask< T >() : QuantConnect.Extensions
• SynchronouslyAwaitTaskResult< TResult >() : QuantConnect.Extensions
• Syria : QuantConnect.Country
• SystemDebugMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SystemDebugPacket() : QuantConnect.Packets.SystemDebugPacket
• SystemHandlers : QuantConnect.Lean.Engine.Engine , QuantConnect.Lean.Engine.Server.LocalLeanManager
• SystemPackagesConfigurationFound() : QuantConnect.Messages.PythonInitializer